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A comparative study of inter-day and intra-day volatility using nifty

Author: 
Nemavathi, K. S. and Dr. Nedunchezhian, V. R.
Subject Area: 
Social Sciences and Humanities
Abstract: 

The first chapter is mainly deals with the Introduction, about the study, about the industry and company profile. The objectives are to find out the performance of opening week and closing week of the select securities; to compare the price behavior of the gainers and losers of the selected securities. The research methodology, data sources, limitation, data collection methods & sampling design and review of literature are discussed in the second chapter. The third chapter says about the analysis of data and interpretation. Analysis consist of top 5 and bottom 5 bank returns. The last chapter is includes the findings, suggestions and Conclusion. The study results that the axis banks shows a better performance among gainers and SBI shows a better performance among losers. Thus the investors should have more attention in the closing week. Volatility is a symptom of a highly liquid stock market. Pricing of securities depends on volatility of each asset. An increase in stock market volatility brings a large stock price change of advances or declines. Hence in this paper an attempt has been made to analyses the return and volatility.

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